Feature Interaction on residuals


#1

Hi,

I’ve been working on the feature interaction constraints for a few weeks and realized that interaction between two features (which is identified based on the original target) may not be same for the residual trees. Enforcing same feature interaction on each of the trees maybe a bad idea.

My question is, does XGBoost enforce the feature interaction constraints on all the trees in the ensemble or just the first tree?

Thanks
Kshitij


#2

Right now, feature interaction is applied to all trees uniformly